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   <div id="projectname">Parallel Gaussian Process Regression
   &#160;<span id="projectnumber">1.0.0</span>
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   <div id="projectbrief">The implementation of parallel Gaussian process (GP) regression is based on the following publication: Jie Chen, Nannan Cao, Kian Hsiang Low, Ruofei Ouyang, Colin Keng-Yan Tan &amp; Patrick Jaillet. Parallel Gaussian Process Regression with Low-Rank Covariance Matrix Approximations. In Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence (UAI 2013), Bellevue, WA, Jul 11-15, 2013.</div>
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<a href="pgpr__ppic_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;</div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="preprocessor">#ifndef _PGPR_PPITC_H_</span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="preprocessor">#define _PGPR_PPITC_H_</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="preprocessor">#include &quot;mpi.h&quot;</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="pgpr__util_8h.html">pgpr_util.h</a>&quot;</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="pgpr__cov_8h.html">pgpr_cov.h</a>&quot;</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="pgpr__chol_8h.html">pgpr_chol.h</a>&quot;</span></div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="pgpr__cluster_8h.html">pgpr_cluster.h</a>&quot;</span></div>
<div class="line"><a name="l00015"></a><span class="lineno"><a class="line" href="structt__local__summary.html">   15</a></span>&#160;<span class="keyword">struct </span><a class="code" href="structt__local__summary.html">t_local_summary</a> {</div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;  <a class="code" href="classpgpr__matrix.html">Mdoub</a> *ls_kuu;</div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160;  <a class="code" href="classpgpr__vector.html">Vdoub</a> *ls_zu;</div>
<div class="line"><a name="l00018"></a><span class="lineno">   18</span>&#160;} ;</div>
<div class="line"><a name="l00023"></a><span class="lineno"><a class="line" href="structt__global__summary.html">   23</a></span>&#160;<span class="keyword">struct </span><a class="code" href="structt__global__summary.html">t_global_summary</a> {</div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;  <a class="code" href="classpgpr__matrix.html">Mdoub</a> *gs_kuu;</div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;  <a class="code" href="classpgpr__vector.html">Vdoub</a> *gs_zu;</div>
<div class="line"><a name="l00026"></a><span class="lineno">   26</span>&#160;} ;</div>
<div class="line"><a name="l00031"></a><span class="lineno"><a class="line" href="classpgpr__ppic.html">   31</a></span>&#160;<span class="keyword">class </span><a class="code" href="classpgpr__ppic.html">pgpr_ppic</a></div>
<div class="line"><a name="l00032"></a><span class="lineno">   32</span>&#160;{</div>
<div class="line"><a name="l00033"></a><span class="lineno">   33</span>&#160;<span class="keyword">private</span>:</div>
<div class="line"><a name="l00034"></a><span class="lineno">   34</span>&#160;  <a class="code" href="classpgpr__cov.html">pgpr_cov</a> *cov;</div>
<div class="line"><a name="l00035"></a><span class="lineno">   35</span>&#160;  Doub h_mu;</div>
<div class="line"><a name="l00036"></a><span class="lineno">   36</span>&#160;  <a class="code" href="classpgpr__vector.html">Vdoub</a> pmu;</div>
<div class="line"><a name="l00037"></a><span class="lineno">   37</span>&#160;  <a class="code" href="classpgpr__vector.html">Vdoub</a> pvar;</div>
<div class="line"><a name="l00038"></a><span class="lineno">   38</span>&#160;  Doub elapsed;</div>
<div class="line"><a name="l00039"></a><span class="lineno">   39</span>&#160;  Doub rmse;</div>
<div class="line"><a name="l00040"></a><span class="lineno">   40</span>&#160;  Doub mnlp;</div>
<div class="line"><a name="l00041"></a><span class="lineno">   41</span>&#160;</div>
<div class="line"><a name="l00042"></a><span class="lineno">   42</span>&#160;    <span class="keyword">static</span> <span class="keywordtype">void</span> addVec( Doub * ls, Doub * gs, Int * len, MPI_Datatype* t) {</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;    <span class="keywordflow">for</span>( Int i = 0; i &lt; *len; i++ ) {</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160;      gs[i] += ls[i];</div>
<div class="line"><a name="l00045"></a><span class="lineno">   45</span>&#160;    }</div>
<div class="line"><a name="l00046"></a><span class="lineno">   46</span>&#160;  }</div>
<div class="line"><a name="l00047"></a><span class="lineno">   47</span>&#160;</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;  <span class="keyword">inline</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_cov(<a class="code" href="classpgpr__matrix.html">Mdoub</a> K_dd) {</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol = <span class="keyword">new</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a>(K_dd);</div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;    <span class="keywordflow">return</span> chol;</div>
<div class="line"><a name="l00051"></a><span class="lineno">   51</span>&#160;  }</div>
<div class="line"><a name="l00052"></a><span class="lineno">   52</span>&#160;</div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;  <span class="keyword">inline</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_cov(<a class="code" href="classpgpr__matrix.html">Mdoub</a> obs, Int dnum) {</div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_dd;</div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160;    cov-&gt;se_ard_n(obs, dnum, K_dd);</div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol = <span class="keyword">new</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a>(K_dd);</div>
<div class="line"><a name="l00057"></a><span class="lineno">   57</span>&#160;    <span class="keywordflow">return</span> chol;</div>
<div class="line"><a name="l00058"></a><span class="lineno">   58</span>&#160;  }</div>
<div class="line"><a name="l00059"></a><span class="lineno">   59</span>&#160;</div>
<div class="line"><a name="l00060"></a><span class="lineno">   60</span>&#160;  <span class="keyword">inline</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_pcov(<a class="code" href="classpgpr__matrix.html">Mdoub</a> obs, Int dnum, <a class="code" href="classpgpr__matrix.html">Mdoub</a> act, Int anum) {</div>
<div class="line"><a name="l00061"></a><span class="lineno">   61</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> kdd;</div>
<div class="line"><a name="l00062"></a><span class="lineno">   62</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_kuu = chol_cov(act, anum);</div>
<div class="line"><a name="l00063"></a><span class="lineno">   63</span>&#160;    post_cov(act, anum, chol_kuu, obs, dnum, kdd);</div>
<div class="line"><a name="l00064"></a><span class="lineno">   64</span>&#160;    <span class="keywordflow">return</span> chol_cov(kdd);</div>
<div class="line"><a name="l00065"></a><span class="lineno">   65</span>&#160;  }</div>
<div class="line"><a name="l00066"></a><span class="lineno">   66</span>&#160;</div>
<div class="line"><a name="l00067"></a><span class="lineno">   67</span>&#160;  <span class="keyword">inline</span> <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_pcov(<a class="code" href="classpgpr__matrix.html">Mdoub</a> obs, Int dnum, <a class="code" href="classpgpr__matrix.html">Mdoub</a> act, Int anum, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_kuu) {</div>
<div class="line"><a name="l00068"></a><span class="lineno">   68</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> kdd;</div>
<div class="line"><a name="l00069"></a><span class="lineno">   69</span>&#160;    post_cov(act, anum, chol_kuu, obs, dnum, kdd);</div>
<div class="line"><a name="l00070"></a><span class="lineno">   70</span>&#160;    <span class="keywordflow">return</span> chol_cov(kdd);</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;  }</div>
<div class="line"><a name="l00072"></a><span class="lineno">   72</span>&#160;</div>
<div class="line"><a name="l00073"></a><span class="lineno">   73</span>&#160;  <span class="comment">// @func  - compute posterior matrix using FGP</span></div>
<div class="line"><a name="l00074"></a><span class="lineno">   74</span>&#160;  Int post_var( <a class="code" href="classpgpr__matrix.html">Mdoub</a> obs, Int ss, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol,</div>
<div class="line"><a name="l00075"></a><span class="lineno">   75</span>&#160;                <a class="code" href="classpgpr__matrix.html">Mdoub</a> xt, Int ts,</div>
<div class="line"><a name="l00076"></a><span class="lineno">   76</span>&#160;                <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp;t_var) {</div>
<div class="line"><a name="l00077"></a><span class="lineno">   77</span>&#160;</div>
<div class="line"><a name="l00078"></a><span class="lineno">   78</span>&#160;    <span class="comment">//step 1:cholesky decomposition</span></div>
<div class="line"><a name="l00079"></a><span class="lineno">   79</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> v(ss);</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> beta(ss);</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;    <span class="comment">//Mdoub K_dd;</span></div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160;    <span class="comment">//build K+\sigma^2_n I.</span></div>
<div class="line"><a name="l00083"></a><span class="lineno">   83</span>&#160;    <span class="comment">//cov-&gt;se_ard_n(obs,K_dd);</span></div>
<div class="line"><a name="l00084"></a><span class="lineno">   84</span>&#160;    <span class="comment">//pgpr_chol chol(K_dd);</span></div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;    <span class="comment">//step 2: compute alpha</span></div>
<div class="line"><a name="l00087"></a><span class="lineno">   87</span>&#160;</div>
<div class="line"><a name="l00088"></a><span class="lineno">   88</span>&#160;    <span class="comment">//step 3: predictive mean</span></div>
<div class="line"><a name="l00089"></a><span class="lineno">   89</span>&#160;    <span class="keywordflow">if</span> (t_var.size() != ts) {</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160;      t_var.resize(ts);</div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160;    }</div>
<div class="line"><a name="l00092"></a><span class="lineno">   92</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_td;</div>
<div class="line"><a name="l00093"></a><span class="lineno">   93</span>&#160;    cov-&gt;se_ard(xt, ts, obs, ss, K_td);</div>
<div class="line"><a name="l00094"></a><span class="lineno">   94</span>&#160;    <span class="comment">//pmat_s(&quot;ktd&quot;,K_td);</span></div>
<div class="line"><a name="l00095"></a><span class="lineno">   95</span>&#160;</div>
<div class="line"><a name="l00096"></a><span class="lineno">   96</span>&#160;    <span class="comment">//k_{T,T}</span></div>
<div class="line"><a name="l00097"></a><span class="lineno">   97</span>&#160;    <span class="comment">//pmat_s(&quot;test&quot;,xt);</span></div>
<div class="line"><a name="l00098"></a><span class="lineno">   98</span>&#160;    <span class="comment">//cov-&gt;se_ard_n(xt, ts, t_cov);</span></div>
<div class="line"><a name="l00099"></a><span class="lineno">   99</span>&#160;</div>
<div class="line"><a name="l00100"></a><span class="lineno">  100</span>&#160;</div>
<div class="line"><a name="l00101"></a><span class="lineno">  101</span>&#160;    <span class="comment">// \bar{f}_*</span></div>
<div class="line"><a name="l00102"></a><span class="lineno">  102</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; ts; i++) {</div>
<div class="line"><a name="l00103"></a><span class="lineno">  103</span>&#160;      t_var[i] = cov-&gt;<a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a> + cov-&gt;<a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a>;</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160;</div>
<div class="line"><a name="l00105"></a><span class="lineno">  105</span>&#160;      <span class="comment">//Step:4 predictive cov</span></div>
<div class="line"><a name="l00106"></a><span class="lineno">  106</span>&#160;      <a class="code" href="classpgpr__vector.html">Vdoub</a> K_ti(ss);</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00108"></a><span class="lineno">  108</span>&#160;        K_ti[j] = K_td[i][j];</div>
<div class="line"><a name="l00109"></a><span class="lineno">  109</span>&#160;      }</div>
<div class="line"><a name="l00110"></a><span class="lineno">  110</span>&#160;      <span class="comment">//var[f_ii]</span></div>
<div class="line"><a name="l00111"></a><span class="lineno">  111</span>&#160;      <span class="comment">//v[i]=L\k*[i]</span></div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;      chol-&gt;<a class="code" href="classpgpr__chol.html#a365839254c16b047b2e36a7937b8593f">elsolve</a>(K_ti, v);</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;      <span class="comment">//predictive variance</span></div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;        t_var[i] -= v[j] * v[j];</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;      }</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;      <span class="comment">//var[\hat{f}_ji]</span></div>
<div class="line"><a name="l00118"></a><span class="lineno">  118</span>&#160;<span class="preprocessor">#if 0</span></div>
<div class="line"><a name="l00119"></a><span class="lineno">  119</span>&#160;      chol-&gt;<a class="code" href="classpgpr__chol.html#a567b23e2e93a85675de26550d5e4cb38">solve</a>(K_ti, beta);</div>
<div class="line"><a name="l00120"></a><span class="lineno">  120</span>&#160;      <span class="keywordflow">for</span>(Int t = i + 1; t &lt; ts; t++) {</div>
<div class="line"><a name="l00121"></a><span class="lineno">  121</span>&#160;        <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;          t_cov[t][i] -= K_td[t][j] * beta[j];</div>
<div class="line"><a name="l00123"></a><span class="lineno">  123</span>&#160;        }</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160;        t_cov[i][t] = t_cov[t][i];</div>
<div class="line"><a name="l00125"></a><span class="lineno">  125</span>&#160;      }</div>
<div class="line"><a name="l00126"></a><span class="lineno">  126</span>&#160;<span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00127"></a><span class="lineno">  127</span>&#160;    }</div>
<div class="line"><a name="l00128"></a><span class="lineno">  128</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00129"></a><span class="lineno">  129</span>&#160;</div>
<div class="line"><a name="l00130"></a><span class="lineno">  130</span>&#160;  }</div>
<div class="line"><a name="l00131"></a><span class="lineno">  131</span>&#160;  <span class="comment">// @func  - compute posterior matrix using FGP</span></div>
<div class="line"><a name="l00132"></a><span class="lineno">  132</span>&#160;  Int post_cov( <a class="code" href="classpgpr__matrix.html">Mdoub</a> obs, Int ss, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol,</div>
<div class="line"><a name="l00133"></a><span class="lineno">  133</span>&#160;                <a class="code" href="classpgpr__matrix.html">Mdoub</a> xt, Int ts,</div>
<div class="line"><a name="l00134"></a><span class="lineno">  134</span>&#160;                <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;t_cov) {</div>
<div class="line"><a name="l00135"></a><span class="lineno">  135</span>&#160;    <span class="comment">//step 1:cholesky decomposition</span></div>
<div class="line"><a name="l00136"></a><span class="lineno">  136</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> v(ss);</div>
<div class="line"><a name="l00137"></a><span class="lineno">  137</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> beta(ss);</div>
<div class="line"><a name="l00138"></a><span class="lineno">  138</span>&#160;    <span class="comment">//Mdoub K_dd;</span></div>
<div class="line"><a name="l00139"></a><span class="lineno">  139</span>&#160;    <span class="comment">//build K+\sigma^2_n I.</span></div>
<div class="line"><a name="l00140"></a><span class="lineno">  140</span>&#160;    <span class="comment">//cov-&gt;se_ard_n(obs,K_dd);</span></div>
<div class="line"><a name="l00141"></a><span class="lineno">  141</span>&#160;    <span class="comment">//pgpr_chol chol(K_dd);</span></div>
<div class="line"><a name="l00142"></a><span class="lineno">  142</span>&#160;</div>
<div class="line"><a name="l00143"></a><span class="lineno">  143</span>&#160;    <span class="comment">//step 2: compute alpha</span></div>
<div class="line"><a name="l00144"></a><span class="lineno">  144</span>&#160;</div>
<div class="line"><a name="l00145"></a><span class="lineno">  145</span>&#160;    <span class="comment">//step 3: predictive mean</span></div>
<div class="line"><a name="l00146"></a><span class="lineno">  146</span>&#160;    t_cov.resize(ts, ts);</div>
<div class="line"><a name="l00147"></a><span class="lineno">  147</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_td;</div>
<div class="line"><a name="l00148"></a><span class="lineno">  148</span>&#160;    cov-&gt;se_ard(xt, ts, obs, ss, K_td);</div>
<div class="line"><a name="l00149"></a><span class="lineno">  149</span>&#160;    <span class="comment">//pmat_s(&quot;ktd&quot;,K_td);</span></div>
<div class="line"><a name="l00150"></a><span class="lineno">  150</span>&#160;</div>
<div class="line"><a name="l00151"></a><span class="lineno">  151</span>&#160;    <span class="comment">//k_{T,T}</span></div>
<div class="line"><a name="l00152"></a><span class="lineno">  152</span>&#160;    <span class="comment">//pmat_s(&quot;test&quot;,xt);</span></div>
<div class="line"><a name="l00153"></a><span class="lineno">  153</span>&#160;    cov-&gt;se_ard_n(xt, ts, t_cov);</div>
<div class="line"><a name="l00154"></a><span class="lineno">  154</span>&#160;</div>
<div class="line"><a name="l00155"></a><span class="lineno">  155</span>&#160;</div>
<div class="line"><a name="l00156"></a><span class="lineno">  156</span>&#160;    <span class="comment">// \bar{f}_*</span></div>
<div class="line"><a name="l00157"></a><span class="lineno">  157</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; ts; i++) {</div>
<div class="line"><a name="l00158"></a><span class="lineno">  158</span>&#160;</div>
<div class="line"><a name="l00159"></a><span class="lineno">  159</span>&#160;      <span class="comment">//Step:4 predictive cov</span></div>
<div class="line"><a name="l00160"></a><span class="lineno">  160</span>&#160;      <a class="code" href="classpgpr__vector.html">Vdoub</a> K_ti(ss);</div>
<div class="line"><a name="l00161"></a><span class="lineno">  161</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00162"></a><span class="lineno">  162</span>&#160;        K_ti[j] = K_td[i][j];</div>
<div class="line"><a name="l00163"></a><span class="lineno">  163</span>&#160;      }</div>
<div class="line"><a name="l00164"></a><span class="lineno">  164</span>&#160;      <span class="comment">//var[f_ii]</span></div>
<div class="line"><a name="l00165"></a><span class="lineno">  165</span>&#160;      <span class="comment">//v[i]=L\k*[i]</span></div>
<div class="line"><a name="l00166"></a><span class="lineno">  166</span>&#160;      chol-&gt;<a class="code" href="classpgpr__chol.html#a365839254c16b047b2e36a7937b8593f">elsolve</a>(K_ti, v);</div>
<div class="line"><a name="l00167"></a><span class="lineno">  167</span>&#160;      <span class="comment">//predictive variance</span></div>
<div class="line"><a name="l00168"></a><span class="lineno">  168</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00169"></a><span class="lineno">  169</span>&#160;        t_cov[i][i] -= v[j] * v[j];</div>
<div class="line"><a name="l00170"></a><span class="lineno">  170</span>&#160;      }</div>
<div class="line"><a name="l00171"></a><span class="lineno">  171</span>&#160;      <span class="comment">//var[\hat{f}_ji]</span></div>
<div class="line"><a name="l00172"></a><span class="lineno">  172</span>&#160;      chol-&gt;<a class="code" href="classpgpr__chol.html#a567b23e2e93a85675de26550d5e4cb38">solve</a>(K_ti, beta);</div>
<div class="line"><a name="l00173"></a><span class="lineno">  173</span>&#160;      <span class="keywordflow">for</span>(Int t = i + 1; t &lt; ts; t++) {</div>
<div class="line"><a name="l00174"></a><span class="lineno">  174</span>&#160;        <span class="keywordflow">for</span>(Int j = 0; j &lt; ss; j++) {</div>
<div class="line"><a name="l00175"></a><span class="lineno">  175</span>&#160;          t_cov[t][i] -= K_td[t][j] * beta[j];</div>
<div class="line"><a name="l00176"></a><span class="lineno">  176</span>&#160;        }</div>
<div class="line"><a name="l00177"></a><span class="lineno">  177</span>&#160;        t_cov[i][t] = t_cov[t][i];</div>
<div class="line"><a name="l00178"></a><span class="lineno">  178</span>&#160;      }</div>
<div class="line"><a name="l00179"></a><span class="lineno">  179</span>&#160;    }</div>
<div class="line"><a name="l00180"></a><span class="lineno">  180</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00181"></a><span class="lineno">  181</span>&#160;  }</div>
<div class="line"><a name="l00182"></a><span class="lineno">  182</span>&#160;</div>
<div class="line"><a name="l00183"></a><span class="lineno">  183</span>&#160;  <span class="comment">//prepare the local summary for PITC block</span></div>
<div class="line"><a name="l00184"></a><span class="lineno">  184</span>&#160;  Int pitc_prep( <a class="code" href="classpgpr__matrix.html">Mdoub</a> D, Int ds, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_sdd,</div>
<div class="line"><a name="l00185"></a><span class="lineno">  185</span>&#160;                 <a class="code" href="classpgpr__matrix.html">Mdoub</a> U, Int us, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_kuu,</div>
<div class="line"><a name="l00186"></a><span class="lineno">  186</span>&#160;                 <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp;fu, <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;suu) {</div>
<div class="line"><a name="l00187"></a><span class="lineno">  187</span>&#160;</div>
<div class="line"><a name="l00188"></a><span class="lineno">  188</span>&#160;    <span class="comment">//\Sigma_{DD}|U+\sigma_n^2I</span></div>
<div class="line"><a name="l00189"></a><span class="lineno">  189</span>&#160;    <span class="comment">//Mdoub sdd;</span></div>
<div class="line"><a name="l00190"></a><span class="lineno">  190</span>&#160;    <span class="comment">//pcov(U, us, chol_kuu, D, ds, sdd);</span></div>
<div class="line"><a name="l00191"></a><span class="lineno">  191</span>&#160;    <span class="comment">//pgpr_chol *chol_sdd = new pgpr_chol(sdd);</span></div>
<div class="line"><a name="l00192"></a><span class="lineno">  192</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> v(ds);</div>
<div class="line"><a name="l00193"></a><span class="lineno">  193</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> alpha(ds);</div>
<div class="line"><a name="l00194"></a><span class="lineno">  194</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> beta(ds);</div>
<div class="line"><a name="l00195"></a><span class="lineno">  195</span>&#160;</div>
<div class="line"><a name="l00196"></a><span class="lineno">  196</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_ud;</div>
<div class="line"><a name="l00197"></a><span class="lineno">  197</span>&#160;    cov-&gt;se_ard(U, us, D, ds, K_ud);</div>
<div class="line"><a name="l00198"></a><span class="lineno">  198</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; ds; i++) {</div>
<div class="line"><a name="l00199"></a><span class="lineno">  199</span>&#160;      v[i] = D[i][cov-&gt;<a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>] - h_mu;</div>
<div class="line"><a name="l00200"></a><span class="lineno">  200</span>&#160;    }</div>
<div class="line"><a name="l00201"></a><span class="lineno">  201</span>&#160;</div>
<div class="line"><a name="l00202"></a><span class="lineno">  202</span>&#160;    fu.resize(us);</div>
<div class="line"><a name="l00203"></a><span class="lineno">  203</span>&#160;    suu.resize(us, us);</div>
<div class="line"><a name="l00204"></a><span class="lineno">  204</span>&#160;    chol_sdd-&gt;<a class="code" href="classpgpr__chol.html#a567b23e2e93a85675de26550d5e4cb38">solve</a>(v, alpha);</div>
<div class="line"><a name="l00205"></a><span class="lineno">  205</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; us; i++) {</div>
<div class="line"><a name="l00206"></a><span class="lineno">  206</span>&#160;      <span class="comment">//step 3: predictive mean</span></div>
<div class="line"><a name="l00207"></a><span class="lineno">  207</span>&#160;      fu[i] = 0;</div>
<div class="line"><a name="l00208"></a><span class="lineno">  208</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ds; j++) {</div>
<div class="line"><a name="l00209"></a><span class="lineno">  209</span>&#160;        fu[i] += K_ud[i][j] * alpha[j];</div>
<div class="line"><a name="l00210"></a><span class="lineno">  210</span>&#160;      }</div>
<div class="line"><a name="l00211"></a><span class="lineno">  211</span>&#160;      <span class="comment">//Step:4 predictive cov</span></div>
<div class="line"><a name="l00212"></a><span class="lineno">  212</span>&#160;      <a class="code" href="classpgpr__vector.html">Vdoub</a> K_ui(ds);</div>
<div class="line"><a name="l00213"></a><span class="lineno">  213</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ds; j++) {</div>
<div class="line"><a name="l00214"></a><span class="lineno">  214</span>&#160;        K_ui[j] = K_ud[i][j];</div>
<div class="line"><a name="l00215"></a><span class="lineno">  215</span>&#160;      }</div>
<div class="line"><a name="l00216"></a><span class="lineno">  216</span>&#160;      <span class="comment">//var[f_ii]</span></div>
<div class="line"><a name="l00217"></a><span class="lineno">  217</span>&#160;      <span class="comment">//v[i]=L\k*[i]</span></div>
<div class="line"><a name="l00218"></a><span class="lineno">  218</span>&#160;      chol_sdd-&gt;<a class="code" href="classpgpr__chol.html#a365839254c16b047b2e36a7937b8593f">elsolve</a>(K_ui, v);</div>
<div class="line"><a name="l00219"></a><span class="lineno">  219</span>&#160;      suu[i][i] = 0;</div>
<div class="line"><a name="l00220"></a><span class="lineno">  220</span>&#160;      <span class="keywordflow">for</span>(Int j = 0; j &lt; ds; j++) {</div>
<div class="line"><a name="l00221"></a><span class="lineno">  221</span>&#160;        suu[i][i] += v[j] * v[j];</div>
<div class="line"><a name="l00222"></a><span class="lineno">  222</span>&#160;      }</div>
<div class="line"><a name="l00223"></a><span class="lineno">  223</span>&#160;      <span class="comment">//var[\hat{f}_ij] where i!=j</span></div>
<div class="line"><a name="l00224"></a><span class="lineno">  224</span>&#160;      chol_sdd-&gt;<a class="code" href="classpgpr__chol.html#a567b23e2e93a85675de26550d5e4cb38">solve</a>(K_ui, beta);</div>
<div class="line"><a name="l00225"></a><span class="lineno">  225</span>&#160;      <span class="keywordflow">for</span>(Int t = i + 1; t &lt; us; t++) {</div>
<div class="line"><a name="l00226"></a><span class="lineno">  226</span>&#160;        suu[t][i] = 0;</div>
<div class="line"><a name="l00227"></a><span class="lineno">  227</span>&#160;        <span class="keywordflow">for</span>(Int j = 0; j &lt; ds; j++) {</div>
<div class="line"><a name="l00228"></a><span class="lineno">  228</span>&#160;          suu[t][i] += K_ud[t][j] * beta[j];</div>
<div class="line"><a name="l00229"></a><span class="lineno">  229</span>&#160;        }</div>
<div class="line"><a name="l00230"></a><span class="lineno">  230</span>&#160;        suu[i][t] = suu[t][i];</div>
<div class="line"><a name="l00231"></a><span class="lineno">  231</span>&#160;      }</div>
<div class="line"><a name="l00232"></a><span class="lineno">  232</span>&#160;    }</div>
<div class="line"><a name="l00233"></a><span class="lineno">  233</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00234"></a><span class="lineno">  234</span>&#160;  }</div>
<div class="line"><a name="l00235"></a><span class="lineno">  235</span>&#160;</div>
<div class="line"><a name="l00236"></a><span class="lineno">  236</span>&#160;</div>
<div class="line"><a name="l00237"></a><span class="lineno">  237</span>&#160;  Int pic_core(<a class="code" href="classpgpr__matrix.html">Mdoub</a>&amp; datak, Int dsk,</div>
<div class="line"><a name="l00238"></a><span class="lineno">  238</span>&#160;               <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp; aset, Int as,</div>
<div class="line"><a name="l00239"></a><span class="lineno">  239</span>&#160;               <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp; tsetk, Int tsk,</div>
<div class="line"><a name="l00240"></a><span class="lineno">  240</span>&#160;               <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp; pmuk, <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp; pvark,</div>
<div class="line"><a name="l00241"></a><span class="lineno">  241</span>&#160;               <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp; kuu, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_sddk,</div>
<div class="line"><a name="l00242"></a><span class="lineno">  242</span>&#160;               <a class="code" href="classpgpr__chol.html">pgpr_chol</a> * chol_kuu, <a class="code" href="classpgpr__chol.html">pgpr_chol</a> * chol_suu,</div>
<div class="line"><a name="l00243"></a><span class="lineno">  243</span>&#160;               <a class="code" href="structt__local__summary.html">t_local_summary</a> &amp; lvtk, <a class="code" href="structt__global__summary.html">t_global_summary</a> &amp; gvt) {</div>
<div class="line"><a name="l00244"></a><span class="lineno">  244</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> es_kuu(kuu);</div>
<div class="line"><a name="l00245"></a><span class="lineno">  245</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> es_zu(as, (Doub)0);</div>
<div class="line"><a name="l00246"></a><span class="lineno">  246</span>&#160;    <span class="keywordflow">for</span>(Int r = 0; r &lt; as; r++) {</div>
<div class="line"><a name="l00247"></a><span class="lineno">  247</span>&#160;      es_zu[r] = (*gvt.gs_zu)[r] - (*lvtk.ls_zu)[r];</div>
<div class="line"><a name="l00248"></a><span class="lineno">  248</span>&#160;      <span class="keywordflow">for</span>(Int c = 0; c &lt; as; c++) {</div>
<div class="line"><a name="l00249"></a><span class="lineno">  249</span>&#160;        es_kuu[r][c] = (*gvt.gs_kuu)[r][c] - (*lvtk.ls_kuu)[r][c] - kuu[r][c];</div>
<div class="line"><a name="l00250"></a><span class="lineno">  250</span>&#160;      }</div>
<div class="line"><a name="l00251"></a><span class="lineno">  251</span>&#160;    }</div>
<div class="line"><a name="l00252"></a><span class="lineno">  252</span>&#160;</div>
<div class="line"><a name="l00253"></a><span class="lineno">  253</span>&#160;    <span class="comment">//predictive mean for each block</span></div>
<div class="line"><a name="l00254"></a><span class="lineno">  254</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> v(dsk);</div>
<div class="line"><a name="l00255"></a><span class="lineno">  255</span>&#160;</div>
<div class="line"><a name="l00256"></a><span class="lineno">  256</span>&#160;    <span class="comment">//pgpr_chol *chol_sdd = chol_pcov(datak, dsk, aset, as, chol_kuu);</span></div>
<div class="line"><a name="l00257"></a><span class="lineno">  257</span>&#160;</div>
<div class="line"><a name="l00258"></a><span class="lineno">  258</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_du;</div>
<div class="line"><a name="l00259"></a><span class="lineno">  259</span>&#160;    cov-&gt;se_ard(datak, dsk, aset, as, K_du);</div>
<div class="line"><a name="l00260"></a><span class="lineno">  260</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_td;</div>
<div class="line"><a name="l00261"></a><span class="lineno">  261</span>&#160;    cov-&gt;se_ard(tsetk, tsk, datak, dsk, K_td);</div>
<div class="line"><a name="l00262"></a><span class="lineno">  262</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_tu;</div>
<div class="line"><a name="l00263"></a><span class="lineno">  263</span>&#160;    cov-&gt;se_ard(tsetk, tsk, aset, as, K_tu);</div>
<div class="line"><a name="l00264"></a><span class="lineno">  264</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> K_ut(as, tsk);</div>
<div class="line"><a name="l00265"></a><span class="lineno">  265</span>&#160;</div>
<div class="line"><a name="l00266"></a><span class="lineno">  266</span>&#160;    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0; i &lt; tsk; i++) {</div>
<div class="line"><a name="l00267"></a><span class="lineno">  267</span>&#160;      <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0; j &lt; as; j++) {</div>
<div class="line"><a name="l00268"></a><span class="lineno">  268</span>&#160;        K_ut[j][i] = K_tu[i][j];</div>
<div class="line"><a name="l00269"></a><span class="lineno">  269</span>&#160;      }</div>
<div class="line"><a name="l00270"></a><span class="lineno">  270</span>&#160;    }</div>
<div class="line"><a name="l00271"></a><span class="lineno">  271</span>&#160;</div>
<div class="line"><a name="l00272"></a><span class="lineno">  272</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; dsk; i++) {</div>
<div class="line"><a name="l00273"></a><span class="lineno">  273</span>&#160;      v[i] = datak[i][cov-&gt;<a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>] - h_mu;</div>
<div class="line"><a name="l00274"></a><span class="lineno">  274</span>&#160;    }</div>
<div class="line"><a name="l00275"></a><span class="lineno">  275</span>&#160;    <span class="keywordflow">if</span> (pmuk.size() != tsk) {</div>
<div class="line"><a name="l00276"></a><span class="lineno">  276</span>&#160;      pmuk.resize(tsk);</div>
<div class="line"><a name="l00277"></a><span class="lineno">  277</span>&#160;    }</div>
<div class="line"><a name="l00278"></a><span class="lineno">  278</span>&#160;</div>
<div class="line"><a name="l00279"></a><span class="lineno">  279</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> t1(tsk);</div>
<div class="line"><a name="l00280"></a><span class="lineno">  280</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> t2(tsk);</div>
<div class="line"><a name="l00281"></a><span class="lineno">  281</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> m_tu(tsk, as);</div>
<div class="line"><a name="l00282"></a><span class="lineno">  282</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> tk_tu(tsk, as);</div>
<div class="line"><a name="l00283"></a><span class="lineno">  283</span>&#160;    A_invB_C(K_td, chol_sddk, v, pmuk);</div>
<div class="line"><a name="l00284"></a><span class="lineno">  284</span>&#160;    A_invB_C(K_tu, chol_kuu, es_zu, t1);</div>
<div class="line"><a name="l00285"></a><span class="lineno">  285</span>&#160;    A_invB_C(K_tu, chol_kuu, es_kuu, m_tu);</div>
<div class="line"><a name="l00286"></a><span class="lineno">  286</span>&#160;    A_invB_C(K_td, chol_sddk, K_du, tk_tu);</div>
<div class="line"><a name="l00287"></a><span class="lineno">  287</span>&#160;    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0; i &lt; tsk; i++) {</div>
<div class="line"><a name="l00288"></a><span class="lineno">  288</span>&#160;      <span class="keywordflow">for</span>(<span class="keywordtype">int</span> j = 0; j &lt; as; j++) {</div>
<div class="line"><a name="l00289"></a><span class="lineno">  289</span>&#160;        tk_tu[i][j] += m_tu[i][j];</div>
<div class="line"><a name="l00290"></a><span class="lineno">  290</span>&#160;      }</div>
<div class="line"><a name="l00291"></a><span class="lineno">  291</span>&#160;    }</div>
<div class="line"><a name="l00292"></a><span class="lineno">  292</span>&#160;    A_invB_C(tk_tu, chol_suu, (*gvt.gs_zu), t2);</div>
<div class="line"><a name="l00293"></a><span class="lineno">  293</span>&#160;    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0; i &lt; tsk; i++) {</div>
<div class="line"><a name="l00294"></a><span class="lineno">  294</span>&#160;      pmuk[i] += (h_mu + t1[i] - t2[i]);</div>
<div class="line"><a name="l00295"></a><span class="lineno">  295</span>&#160;    }</div>
<div class="line"><a name="l00296"></a><span class="lineno">  296</span>&#160;</div>
<div class="line"><a name="l00297"></a><span class="lineno">  297</span>&#160;    <span class="comment">//predictive variance</span></div>
<div class="line"><a name="l00298"></a><span class="lineno">  298</span>&#160;    <span class="keywordflow">if</span> (pvark.size() != tsk) {</div>
<div class="line"><a name="l00299"></a><span class="lineno">  299</span>&#160;      pvark.resize(tsk);</div>
<div class="line"><a name="l00300"></a><span class="lineno">  300</span>&#160;    }</div>
<div class="line"><a name="l00301"></a><span class="lineno">  301</span>&#160;    trace_A_invB_C(tk_tu, chol_suu, pvark);</div>
<div class="line"><a name="l00302"></a><span class="lineno">  302</span>&#160;    trace_A_invB_C(m_tu, chol_kuu, K_ut, t1);</div>
<div class="line"><a name="l00303"></a><span class="lineno">  303</span>&#160;    trace_A_invB_C(K_td, chol_sddk, t2);</div>
<div class="line"><a name="l00304"></a><span class="lineno">  304</span>&#160;    <span class="keywordflow">for</span>(<span class="keywordtype">int</span> i = 0; i &lt; tsk; i++) {</div>
<div class="line"><a name="l00305"></a><span class="lineno">  305</span>&#160;      pvark[i] += cov-&gt;<a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a> + cov-&gt;<a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> - t1[i] - t2[i];</div>
<div class="line"><a name="l00306"></a><span class="lineno">  306</span>&#160;    }</div>
<div class="line"><a name="l00307"></a><span class="lineno">  307</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00308"></a><span class="lineno">  308</span>&#160;  }</div>
<div class="line"><a name="l00309"></a><span class="lineno">  309</span>&#160;</div>
<div class="line"><a name="l00310"></a><span class="lineno">  310</span>&#160;  Int pic_regr_blk_mpi( <a class="code" href="classpgpr__matrix.html">Mdoub</a> data[], <a class="code" href="classpgpr__vector.html">Vint</a> ds,</div>
<div class="line"><a name="l00311"></a><span class="lineno">  311</span>&#160;                        <a class="code" href="classpgpr__matrix.html">Mdoub</a> aset, Int as,</div>
<div class="line"><a name="l00312"></a><span class="lineno">  312</span>&#160;                        <a class="code" href="classpgpr__matrix.html">Mdoub</a> tset[], <a class="code" href="classpgpr__vector.html">Vint</a> ts,</div>
<div class="line"><a name="l00313"></a><span class="lineno">  313</span>&#160;                        <a class="code" href="classpgpr__vector.html">Vdoub</a> pmu[], <a class="code" href="classpgpr__vector.html">Vdoub</a> pvar[]) {</div>
<div class="line"><a name="l00314"></a><span class="lineno">  314</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> kuu;</div>
<div class="line"><a name="l00315"></a><span class="lineno">  315</span>&#160;    cov-&gt;se_ard(aset, as, kuu);</div>
<div class="line"><a name="l00316"></a><span class="lineno">  316</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_kuu = chol_cov(kuu);</div>
<div class="line"><a name="l00317"></a><span class="lineno">  317</span>&#160;</div>
<div class="line"><a name="l00318"></a><span class="lineno">  318</span>&#160;    Int K = ds.size();</div>
<div class="line"><a name="l00319"></a><span class="lineno">  319</span>&#160;    <span class="comment">// local summary -&gt; global summary &amp; external summary</span></div>
<div class="line"><a name="l00320"></a><span class="lineno">  320</span>&#160;    <span class="keywordtype">int</span> r;</div>
<div class="line"><a name="l00321"></a><span class="lineno">  321</span>&#160;    MPI_Comm_rank( MPI_COMM_WORLD, &amp;r);</div>
<div class="line"><a name="l00322"></a><span class="lineno">  322</span>&#160;</div>
<div class="line"><a name="l00323"></a><span class="lineno">  323</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> ls_kuu;</div>
<div class="line"><a name="l00324"></a><span class="lineno">  324</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> ls_zu;</div>
<div class="line"><a name="l00325"></a><span class="lineno">  325</span>&#160;</div>
<div class="line"><a name="l00326"></a><span class="lineno">  326</span>&#160;    <span class="keywordtype">double</span> * lu = <span class="keyword">new</span> <span class="keywordtype">double</span> [ as ];</div>
<div class="line"><a name="l00327"></a><span class="lineno">  327</span>&#160;    <span class="keywordtype">double</span> * lk = <span class="keyword">new</span> <span class="keywordtype">double</span> [ as * as ];</div>
<div class="line"><a name="l00328"></a><span class="lineno">  328</span>&#160;    <span class="keywordtype">double</span> * gu = <span class="keyword">new</span> <span class="keywordtype">double</span> [ as ];</div>
<div class="line"><a name="l00329"></a><span class="lineno">  329</span>&#160;    <span class="keywordtype">double</span> * gk = <span class="keyword">new</span> <span class="keywordtype">double</span> [ as * as ];</div>
<div class="line"><a name="l00330"></a><span class="lineno">  330</span>&#160;</div>
<div class="line"><a name="l00331"></a><span class="lineno">  331</span>&#160;    MPI_Op op1;</div>
<div class="line"><a name="l00332"></a><span class="lineno">  332</span>&#160;    MPI_Op_create( (MPI_User_function*)addVec, 1, &amp;op1);</div>
<div class="line"><a name="l00333"></a><span class="lineno">  333</span>&#160;</div>
<div class="line"><a name="l00334"></a><span class="lineno">  334</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> gs_kuu(kuu);</div>
<div class="line"><a name="l00335"></a><span class="lineno">  335</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> gs_zu(as, (Doub)0);</div>
<div class="line"><a name="l00336"></a><span class="lineno">  336</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_sdd = chol_pcov(data[r], ds[r], aset, as, chol_kuu);</div>
<div class="line"><a name="l00337"></a><span class="lineno">  337</span>&#160;    pitc_prep(data[r], ds[r], chol_sdd, aset, as, chol_kuu, ls_zu, ls_kuu);</div>
<div class="line"><a name="l00338"></a><span class="lineno">  338</span>&#160;    <span class="keywordflow">for</span>( <span class="keywordtype">int</span> i = 0; i &lt; as; i++ ) {</div>
<div class="line"><a name="l00339"></a><span class="lineno">  339</span>&#160;      lu[i] = ls_zu[i];</div>
<div class="line"><a name="l00340"></a><span class="lineno">  340</span>&#160;      gu[i] = 0;</div>
<div class="line"><a name="l00341"></a><span class="lineno">  341</span>&#160;      <span class="keywordflow">for</span>( <span class="keywordtype">int</span> j = 0; j &lt; as; j++ ) {</div>
<div class="line"><a name="l00342"></a><span class="lineno">  342</span>&#160;        lk[i * as + j] = ls_kuu[i][j];</div>
<div class="line"><a name="l00343"></a><span class="lineno">  343</span>&#160;        gk[i * as + j] = 0;</div>
<div class="line"><a name="l00344"></a><span class="lineno">  344</span>&#160;      }</div>
<div class="line"><a name="l00345"></a><span class="lineno">  345</span>&#160;    }</div>
<div class="line"><a name="l00346"></a><span class="lineno">  346</span>&#160;    MPI_Barrier( MPI_COMM_WORLD );</div>
<div class="line"><a name="l00347"></a><span class="lineno">  347</span>&#160;    MPI_Allreduce( lu, gu, as, MPI_DOUBLE, op1, MPI_COMM_WORLD );</div>
<div class="line"><a name="l00348"></a><span class="lineno">  348</span>&#160;    MPI_Barrier( MPI_COMM_WORLD );</div>
<div class="line"><a name="l00349"></a><span class="lineno">  349</span>&#160;    MPI_Allreduce( lk, gk, as * as, MPI_DOUBLE, op1, MPI_COMM_WORLD );</div>
<div class="line"><a name="l00350"></a><span class="lineno">  350</span>&#160;    MPI_Barrier( MPI_COMM_WORLD );</div>
<div class="line"><a name="l00351"></a><span class="lineno">  351</span>&#160;    <span class="keywordflow">for</span>( <span class="keywordtype">int</span> i = 0; i &lt; as; i++ ) {</div>
<div class="line"><a name="l00352"></a><span class="lineno">  352</span>&#160;      gs_zu[i] = gu[i];</div>
<div class="line"><a name="l00353"></a><span class="lineno">  353</span>&#160;      <span class="keywordflow">for</span>( <span class="keywordtype">int</span> j = 0; j &lt; as; j++ ) {</div>
<div class="line"><a name="l00354"></a><span class="lineno">  354</span>&#160;        gs_kuu[i][j] += gk[i * as + j];</div>
<div class="line"><a name="l00355"></a><span class="lineno">  355</span>&#160;      }</div>
<div class="line"><a name="l00356"></a><span class="lineno">  356</span>&#160;    }</div>
<div class="line"><a name="l00357"></a><span class="lineno">  357</span>&#160;</div>
<div class="line"><a name="l00358"></a><span class="lineno">  358</span>&#160;    <a class="code" href="structt__local__summary.html">t_local_summary</a> lvtk;</div>
<div class="line"><a name="l00359"></a><span class="lineno">  359</span>&#160;    lvtk.ls_kuu = &amp;ls_kuu;</div>
<div class="line"><a name="l00360"></a><span class="lineno">  360</span>&#160;    lvtk.ls_zu = &amp;ls_zu;</div>
<div class="line"><a name="l00361"></a><span class="lineno">  361</span>&#160;    <a class="code" href="structt__global__summary.html">t_global_summary</a> gvt;</div>
<div class="line"><a name="l00362"></a><span class="lineno">  362</span>&#160;    gvt.gs_kuu = &amp;gs_kuu;</div>
<div class="line"><a name="l00363"></a><span class="lineno">  363</span>&#160;    gvt.gs_zu = &amp;gs_zu;</div>
<div class="line"><a name="l00364"></a><span class="lineno">  364</span>&#160;    <a class="code" href="classpgpr__chol.html">pgpr_chol</a> *chol_suu = chol_cov( gs_kuu );</div>
<div class="line"><a name="l00365"></a><span class="lineno">  365</span>&#160;    <span class="comment">//loop k</span></div>
<div class="line"><a name="l00366"></a><span class="lineno">  366</span>&#160;    <span class="comment">//</span></div>
<div class="line"><a name="l00367"></a><span class="lineno">  367</span>&#160;</div>
<div class="line"><a name="l00368"></a><span class="lineno">  368</span>&#160;    pic_core( data[r], ds[r], aset, as, tset[r], ts[r], pmu[r], pvar[r], kuu, chol_sdd, chol_kuu, chol_suu, lvtk, gvt);</div>
<div class="line"><a name="l00369"></a><span class="lineno">  369</span>&#160;</div>
<div class="line"><a name="l00370"></a><span class="lineno">  370</span>&#160;    <span class="keywordtype">int</span> tsr = ts[r];</div>
<div class="line"><a name="l00371"></a><span class="lineno">  371</span>&#160;</div>
<div class="line"><a name="l00372"></a><span class="lineno">  372</span>&#160;    <span class="keywordtype">double</span> * pmur = <span class="keyword">new</span> <span class="keywordtype">double</span> [ tsr ];</div>
<div class="line"><a name="l00373"></a><span class="lineno">  373</span>&#160;    <span class="keywordtype">double</span> * pvarr = <span class="keyword">new</span> <span class="keywordtype">double</span> [ tsr ];</div>
<div class="line"><a name="l00374"></a><span class="lineno">  374</span>&#160;</div>
<div class="line"><a name="l00375"></a><span class="lineno">  375</span>&#160;    <span class="keywordflow">for</span>( <span class="keywordtype">int</span> i = 0; i &lt; tsr; i++ ) {</div>
<div class="line"><a name="l00376"></a><span class="lineno">  376</span>&#160;      pmur[i] = pmu[r][i];</div>
<div class="line"><a name="l00377"></a><span class="lineno">  377</span>&#160;      pvarr[i] = pvar[r][i];</div>
<div class="line"><a name="l00378"></a><span class="lineno">  378</span>&#160;    }</div>
<div class="line"><a name="l00379"></a><span class="lineno">  379</span>&#160;</div>
<div class="line"><a name="l00380"></a><span class="lineno">  380</span>&#160;</div>
<div class="line"><a name="l00381"></a><span class="lineno">  381</span>&#160;    <span class="keywordflow">if</span>( r == 0 ) {</div>
<div class="line"><a name="l00382"></a><span class="lineno">  382</span>&#160;      MPI_Status status;</div>
<div class="line"><a name="l00383"></a><span class="lineno">  383</span>&#160;      <span class="keywordflow">for</span>( <span class="keywordtype">int</span> i = 1; i &lt; K; i++ ) {</div>
<div class="line"><a name="l00384"></a><span class="lineno">  384</span>&#160;        <span class="keywordtype">int</span> tsi = ts[i];</div>
<div class="line"><a name="l00385"></a><span class="lineno">  385</span>&#160;        <span class="keyword">delete</span> [] pmur;</div>
<div class="line"><a name="l00386"></a><span class="lineno">  386</span>&#160;        <span class="keyword">delete</span> [] pvarr;</div>
<div class="line"><a name="l00387"></a><span class="lineno">  387</span>&#160;        pmur = <span class="keyword">new</span> <span class="keywordtype">double</span>[ tsi ];</div>
<div class="line"><a name="l00388"></a><span class="lineno">  388</span>&#160;        pvarr = <span class="keyword">new</span> <span class="keywordtype">double</span>[ tsi ];</div>
<div class="line"><a name="l00389"></a><span class="lineno">  389</span>&#160;        MPI_Recv(pmur, tsi, MPI_DOUBLE, i, 99, MPI_COMM_WORLD, &amp;status );</div>
<div class="line"><a name="l00390"></a><span class="lineno">  390</span>&#160;        MPI_Recv(pvarr, tsi, MPI_DOUBLE, i, 99, MPI_COMM_WORLD, &amp;status );</div>
<div class="line"><a name="l00391"></a><span class="lineno">  391</span>&#160;</div>
<div class="line"><a name="l00392"></a><span class="lineno">  392</span>&#160;        pmu[i].resize( tsi );</div>
<div class="line"><a name="l00393"></a><span class="lineno">  393</span>&#160;        pvar[i].resize( tsi );</div>
<div class="line"><a name="l00394"></a><span class="lineno">  394</span>&#160;</div>
<div class="line"><a name="l00395"></a><span class="lineno">  395</span>&#160;        <span class="keywordflow">for</span>( <span class="keywordtype">int</span> j = 0; j &lt; tsi; j++ ) {</div>
<div class="line"><a name="l00396"></a><span class="lineno">  396</span>&#160;          pmu[i][j] = pmur[j];</div>
<div class="line"><a name="l00397"></a><span class="lineno">  397</span>&#160;          pvar[i][j] = pvarr[j];</div>
<div class="line"><a name="l00398"></a><span class="lineno">  398</span>&#160;        }</div>
<div class="line"><a name="l00399"></a><span class="lineno">  399</span>&#160;      }</div>
<div class="line"><a name="l00400"></a><span class="lineno">  400</span>&#160;</div>
<div class="line"><a name="l00401"></a><span class="lineno">  401</span>&#160;    } <span class="keywordflow">else</span> {</div>
<div class="line"><a name="l00402"></a><span class="lineno">  402</span>&#160;      MPI_Send ( pmur, tsr, MPI_DOUBLE, 0, 99, MPI_COMM_WORLD );</div>
<div class="line"><a name="l00403"></a><span class="lineno">  403</span>&#160;      MPI_Send ( pvarr, tsr, MPI_DOUBLE, 0, 99, MPI_COMM_WORLD );</div>
<div class="line"><a name="l00404"></a><span class="lineno">  404</span>&#160;    }</div>
<div class="line"><a name="l00405"></a><span class="lineno">  405</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00406"></a><span class="lineno">  406</span>&#160;  }</div>
<div class="line"><a name="l00407"></a><span class="lineno">  407</span>&#160;</div>
<div class="line"><a name="l00408"></a><span class="lineno">  408</span>&#160;  Int ppic_regr (  <a class="code" href="classpgpr__matrix.html">Mdoub</a> data[], <a class="code" href="classpgpr__vector.html">Vint</a> ds,</div>
<div class="line"><a name="l00409"></a><span class="lineno">  409</span>&#160;                   <a class="code" href="classpgpr__matrix.html">Mdoub</a> aset, Int as,</div>
<div class="line"><a name="l00410"></a><span class="lineno">  410</span>&#160;                   <a class="code" href="classpgpr__matrix.html">Mdoub</a> tset, Int ts,</div>
<div class="line"><a name="l00411"></a><span class="lineno">  411</span>&#160;                   <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp;pmu, <a class="code" href="classpgpr__vector.html">Vdoub</a> &amp;pvar) {</div>
<div class="line"><a name="l00412"></a><span class="lineno">  412</span>&#160;<span class="preprocessor">#ifdef DEBUG</span></div>
<div class="line"><a name="l00413"></a><span class="lineno">  413</span>&#160;    pmsg(DBG, stdout, <span class="stringliteral">&quot;PIC Regression\n&quot;</span>);</div>
<div class="line"><a name="l00414"></a><span class="lineno">  414</span>&#160;<span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00415"></a><span class="lineno">  415</span>&#160;    Int K = ds.size();</div>
<div class="line"><a name="l00416"></a><span class="lineno">  416</span>&#160;    Int bs = floor(ts / K);</div>
<div class="line"><a name="l00417"></a><span class="lineno">  417</span>&#160;    Int d_xz = tset.ncols();</div>
<div class="line"><a name="l00418"></a><span class="lineno">  418</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> *tset_blk;</div>
<div class="line"><a name="l00419"></a><span class="lineno">  419</span>&#160;    tset_blk = <span class="keyword">new</span> <a class="code" href="classpgpr__matrix.html">Mdoub</a>[K];</div>
<div class="line"><a name="l00420"></a><span class="lineno">  420</span>&#160;    <a class="code" href="classpgpr__vector.html">Vint</a> ts_blk(K);</div>
<div class="line"><a name="l00421"></a><span class="lineno">  421</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> *pmu_blk;</div>
<div class="line"><a name="l00422"></a><span class="lineno">  422</span>&#160;    pmu_blk = <span class="keyword">new</span> <a class="code" href="classpgpr__vector.html">Vdoub</a>[K];</div>
<div class="line"><a name="l00423"></a><span class="lineno">  423</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> *pvar_blk;</div>
<div class="line"><a name="l00424"></a><span class="lineno">  424</span>&#160;    pvar_blk = <span class="keyword">new</span> <a class="code" href="classpgpr__vector.html">Vdoub</a>[K];</div>
<div class="line"><a name="l00425"></a><span class="lineno">  425</span>&#160;</div>
<div class="line"><a name="l00426"></a><span class="lineno">  426</span>&#160;    <a class="code" href="classpgpr__cluster.html">pgpr_cluster</a> cluster(CLUSTER_ALGO2);</div>
<div class="line"><a name="l00427"></a><span class="lineno">  427</span>&#160;    cluster.pic_tset_blk( data, ds, tset, ts, tset_blk, ts_blk, pmu_blk, pvar_blk );</div>
<div class="line"><a name="l00428"></a><span class="lineno">  428</span>&#160;</div>
<div class="line"><a name="l00429"></a><span class="lineno">  429</span>&#160;    <span class="comment">//pic regression</span></div>
<div class="line"><a name="l00430"></a><span class="lineno">  430</span>&#160;    pic_regr_blk_mpi(data, ds, aset, as, tset_blk, ts_blk, pmu_blk, pvar_blk);</div>
<div class="line"><a name="l00431"></a><span class="lineno">  431</span>&#160;</div>
<div class="line"><a name="l00432"></a><span class="lineno">  432</span>&#160;</div>
<div class="line"><a name="l00433"></a><span class="lineno">  433</span>&#160;    <span class="keywordtype">int</span> rank;</div>
<div class="line"><a name="l00434"></a><span class="lineno">  434</span>&#160;    MPI_Comm_rank( MPI_COMM_WORLD, &amp;rank );</div>
<div class="line"><a name="l00435"></a><span class="lineno">  435</span>&#160;    <span class="keywordflow">if</span>( rank == 0 ) {</div>
<div class="line"><a name="l00436"></a><span class="lineno">  436</span>&#160;      <span class="comment">//repack</span></div>
<div class="line"><a name="l00437"></a><span class="lineno">  437</span>&#160;      <span class="comment">//Int cur = 0;</span></div>
<div class="line"><a name="l00438"></a><span class="lineno">  438</span>&#160;      <span class="keywordflow">for</span> (Int k = 0; k &lt; K; k++) {</div>
<div class="line"><a name="l00439"></a><span class="lineno">  439</span>&#160;        <span class="keywordflow">for</span> (Int i = 0; i &lt; ts_blk[k]; i++) {</div>
<div class="line"><a name="l00440"></a><span class="lineno">  440</span>&#160;          <span class="comment">//pcp((Int)tset_blk[k][i][d_xz-1]);</span></div>
<div class="line"><a name="l00441"></a><span class="lineno">  441</span>&#160;          Int cur = (Int)tset_blk[k][i][d_xz - 1];</div>
<div class="line"><a name="l00442"></a><span class="lineno">  442</span>&#160;          pmu[cur] = pmu_blk[k][i];</div>
<div class="line"><a name="l00443"></a><span class="lineno">  443</span>&#160;          pvar[cur] = pvar_blk[k][i];</div>
<div class="line"><a name="l00444"></a><span class="lineno">  444</span>&#160;          <span class="comment">//cur++;</span></div>
<div class="line"><a name="l00445"></a><span class="lineno">  445</span>&#160;        }</div>
<div class="line"><a name="l00446"></a><span class="lineno">  446</span>&#160;      }</div>
<div class="line"><a name="l00447"></a><span class="lineno">  447</span>&#160;    }</div>
<div class="line"><a name="l00448"></a><span class="lineno">  448</span>&#160;</div>
<div class="line"><a name="l00449"></a><span class="lineno">  449</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00450"></a><span class="lineno">  450</span>&#160;  }</div>
<div class="line"><a name="l00451"></a><span class="lineno">  451</span>&#160;</div>
<div class="line"><a name="l00452"></a><span class="lineno">  452</span>&#160;<span class="keyword">public</span>:</div>
<div class="line"><a name="l00453"></a><span class="lineno">  453</span>&#160;  <a class="code" href="classpgpr__ppic.html">pgpr_ppic</a>(Char * hypf) {</div>
<div class="line"><a name="l00454"></a><span class="lineno">  454</span>&#160;    cov = <span class="keyword">new</span> <a class="code" href="classpgpr__cov.html">pgpr_cov</a>(hypf);</div>
<div class="line"><a name="l00455"></a><span class="lineno">  455</span>&#160;    h_mu = cov-&gt;<a class="code" href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">mu</a>;</div>
<div class="line"><a name="l00456"></a><span class="lineno">  456</span>&#160;  }</div>
<div class="line"><a name="l00457"></a><span class="lineno">  457</span>&#160;</div>
<div class="line"><a name="l00458"></a><span class="lineno">  458</span>&#160;  ~<a class="code" href="classpgpr__ppic.html">pgpr_ppic</a>() {</div>
<div class="line"><a name="l00459"></a><span class="lineno">  459</span>&#160;    <span class="keyword">delete</span> cov;</div>
<div class="line"><a name="l00460"></a><span class="lineno">  460</span>&#160;  }</div>
<div class="line"><a name="l00461"></a><span class="lineno">  461</span>&#160;</div>
<div class="line"><a name="l00462"></a><span class="lineno">  462</span>&#160;  Int regress(Char * train, Char * test, Char * support, Int blocks) {</div>
<div class="line"><a name="l00463"></a><span class="lineno">  463</span>&#160;    Int ddim = cov-&gt;<a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a> + 1;</div>
<div class="line"><a name="l00464"></a><span class="lineno">  464</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> traindata(1, ddim);</div>
<div class="line"><a name="l00465"></a><span class="lineno">  465</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> testset(1, ddim);</div>
<div class="line"><a name="l00466"></a><span class="lineno">  466</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> supportset(1, ddim);</div>
<div class="line"><a name="l00467"></a><span class="lineno">  467</span>&#160;    Int ds = loadData(train, traindata);</div>
<div class="line"><a name="l00468"></a><span class="lineno">  468</span>&#160;    <span class="comment">//data</span></div>
<div class="line"><a name="l00469"></a><span class="lineno">  469</span>&#160;    <a class="code" href="classpgpr__matrix.html">Mdoub</a> *blk_data = <span class="keyword">new</span> <a class="code" href="classpgpr__matrix.html">Mdoub</a>[blocks];</div>
<div class="line"><a name="l00470"></a><span class="lineno">  470</span>&#160;    <a class="code" href="classpgpr__vector.html">Vint</a> v_ds(blocks);</div>
<div class="line"><a name="l00471"></a><span class="lineno">  471</span>&#160;    Int pos = 0;</div>
<div class="line"><a name="l00472"></a><span class="lineno">  472</span>&#160;    Int blksize = floor(ds / blocks);</div>
<div class="line"><a name="l00473"></a><span class="lineno">  473</span>&#160;    Int remain = ds % blocks;</div>
<div class="line"><a name="l00474"></a><span class="lineno">  474</span>&#160;</div>
<div class="line"><a name="l00475"></a><span class="lineno">  475</span>&#160;    <span class="comment">// First Block</span></div>
<div class="line"><a name="l00476"></a><span class="lineno">  476</span>&#160;    blk_data[0].resize(blksize + remain, ddim);</div>
<div class="line"><a name="l00477"></a><span class="lineno">  477</span>&#160;    <span class="keywordflow">for</span> (Int j = 0; j &lt; blksize + remain; j++) {</div>
<div class="line"><a name="l00478"></a><span class="lineno">  478</span>&#160;      takeSamp(traindata[pos], blk_data[0][j], ddim);</div>
<div class="line"><a name="l00479"></a><span class="lineno">  479</span>&#160;      pos++;</div>
<div class="line"><a name="l00480"></a><span class="lineno">  480</span>&#160;    }</div>
<div class="line"><a name="l00481"></a><span class="lineno">  481</span>&#160;    v_ds[0] = blksize + remain;</div>
<div class="line"><a name="l00482"></a><span class="lineno">  482</span>&#160;</div>
<div class="line"><a name="l00483"></a><span class="lineno">  483</span>&#160;    <span class="keywordflow">for</span>(Int i = 1; i &lt; blocks; i++) {</div>
<div class="line"><a name="l00484"></a><span class="lineno">  484</span>&#160;      blk_data[i].resize(blksize, ddim);</div>
<div class="line"><a name="l00485"></a><span class="lineno">  485</span>&#160;      <span class="keywordflow">for</span> (Int j = 0; j &lt; blksize; j++) {</div>
<div class="line"><a name="l00486"></a><span class="lineno">  486</span>&#160;        takeSamp(traindata[pos], blk_data[i][j], ddim);</div>
<div class="line"><a name="l00487"></a><span class="lineno">  487</span>&#160;        pos++;</div>
<div class="line"><a name="l00488"></a><span class="lineno">  488</span>&#160;      }</div>
<div class="line"><a name="l00489"></a><span class="lineno">  489</span>&#160;      v_ds[i] = blksize;</div>
<div class="line"><a name="l00490"></a><span class="lineno">  490</span>&#160;    }</div>
<div class="line"><a name="l00491"></a><span class="lineno">  491</span>&#160;    Int ts = loadData(test, testset);</div>
<div class="line"><a name="l00492"></a><span class="lineno">  492</span>&#160;    Int ss = loadData(support, supportset);</div>
<div class="line"><a name="l00493"></a><span class="lineno">  493</span>&#160;    pmu.resize(ts);</div>
<div class="line"><a name="l00494"></a><span class="lineno">  494</span>&#160;    pvar.resize(ts);</div>
<div class="line"><a name="l00495"></a><span class="lineno">  495</span>&#160;    <a class="code" href="classpgpr__timer.html">pgpr_timer</a> timer;</div>
<div class="line"><a name="l00496"></a><span class="lineno">  496</span>&#160;    timer.<a class="code" href="classpgpr__timer.html#ae30d8bfbf046764791f934d198f122b3">start</a>();</div>
<div class="line"><a name="l00497"></a><span class="lineno">  497</span>&#160;    ppic_regr(blk_data, v_ds, supportset, ss, testset, ts,  pmu, pvar);</div>
<div class="line"><a name="l00498"></a><span class="lineno">  498</span>&#160;    elapsed = timer.<a class="code" href="classpgpr__timer.html#ac81e09244717a72ce57242e86aa6c200">end</a>();</div>
<div class="line"><a name="l00499"></a><span class="lineno">  499</span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> trueval(ts);</div>
<div class="line"><a name="l00500"></a><span class="lineno">  500</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; ts; i++) {</div>
<div class="line"><a name="l00501"></a><span class="lineno">  501</span>&#160;      trueval[i] = testset[i][ddim - 1];</div>
<div class="line"><a name="l00502"></a><span class="lineno">  502</span>&#160;    }</div>
<div class="line"><a name="l00503"></a><span class="lineno">  503</span>&#160;    rmse = getRmse(trueval, pmu);</div>
<div class="line"><a name="l00504"></a><span class="lineno">  504</span>&#160;    mnlp = getMnlp(trueval, pmu, pvar);</div>
<div class="line"><a name="l00505"></a><span class="lineno">  505</span>&#160;    <span class="keywordflow">return</span> SUCC;</div>
<div class="line"><a name="l00506"></a><span class="lineno">  506</span>&#160;  }</div>
<div class="line"><a name="l00507"></a><span class="lineno">  507</span>&#160;</div>
<div class="line"><a name="l00508"></a><span class="lineno">  508</span>&#160;  <span class="keywordtype">void</span> outputRst(Char * output) {</div>
<div class="line"><a name="l00509"></a><span class="lineno">  509</span>&#160;    FILE * fp;</div>
<div class="line"><a name="l00510"></a><span class="lineno">  510</span>&#160;    Int ts = pmu.size();</div>
<div class="line"><a name="l00511"></a><span class="lineno">  511</span>&#160;    fp = fopen(output, <span class="stringliteral">&quot;w&quot;</span>);</div>
<div class="line"><a name="l00512"></a><span class="lineno">  512</span>&#160;    <span class="keywordflow">if</span>(fp == NULL) {</div>
<div class="line"><a name="l00513"></a><span class="lineno">  513</span>&#160;      <span class="keywordflow">throw</span>(<span class="stringliteral">&quot;Fail to open file\n&quot;</span>);</div>
<div class="line"><a name="l00514"></a><span class="lineno">  514</span>&#160;    }</div>
<div class="line"><a name="l00515"></a><span class="lineno">  515</span>&#160;    <span class="keywordflow">for</span>(Int i = 0; i &lt; ts; i++) {</div>
<div class="line"><a name="l00516"></a><span class="lineno">  516</span>&#160;      fprintf(fp, <span class="stringliteral">&quot;%.4f %.4f\n&quot;</span>, pmu[i], pvar[i]);</div>
<div class="line"><a name="l00517"></a><span class="lineno">  517</span>&#160;    }</div>
<div class="line"><a name="l00518"></a><span class="lineno">  518</span>&#160;    pmsg(LEV_PRG, stdout, <span class="stringliteral">&quot; %.4f | %.4f | %.4f |\n&quot;</span>, elapsed, rmse, mnlp);</div>
<div class="line"><a name="l00519"></a><span class="lineno">  519</span>&#160;</div>
<div class="line"><a name="l00520"></a><span class="lineno">  520</span>&#160;    fclose(fp);</div>
<div class="line"><a name="l00521"></a><span class="lineno">  521</span>&#160;</div>
<div class="line"><a name="l00522"></a><span class="lineno">  522</span>&#160;  }</div>
<div class="line"><a name="l00523"></a><span class="lineno">  523</span>&#160;</div>
<div class="line"><a name="l00524"></a><span class="lineno">  524</span>&#160;</div>
<div class="line"><a name="l00525"></a><span class="lineno">  525</span>&#160;</div>
<div class="line"><a name="l00526"></a><span class="lineno">  526</span>&#160;};</div>
<div class="line"><a name="l00527"></a><span class="lineno">  527</span>&#160;<span class="preprocessor">#endif</span></div>
<div class="ttc" id="classpgpr__ppic_html"><div class="ttname"><a href="classpgpr__ppic.html">pgpr_ppic</a></div><div class="ttdoc">This class provides the regression function using PIC Approximation, but implemented in a paralle man...</div><div class="ttdef"><b>Definition:</b> pgpr_ppic.h:31</div></div>
<div class="ttc" id="pgpr__chol_8h_html"><div class="ttname"><a href="pgpr__chol_8h.html">pgpr_chol.h</a></div><div class="ttdoc">This file provides Cholesky factorization and some related useful functions such as inverse...</div></div>
<div class="ttc" id="classpgpr__timer_html_ac81e09244717a72ce57242e86aa6c200"><div class="ttname"><a href="classpgpr__timer.html#ac81e09244717a72ce57242e86aa6c200">pgpr_timer::end</a></div><div class="ttdeci">Doub end()</div><div class="ttdoc">Stop a timer and compute the elapsed time in seconds. </div><div class="ttdef"><b>Definition:</b> pgpr_util.h:732</div></div>
<div class="ttc" id="classpgpr__chol_html_a567b23e2e93a85675de26550d5e4cb38"><div class="ttname"><a href="classpgpr__chol.html#a567b23e2e93a85675de26550d5e4cb38">pgpr_chol::solve</a></div><div class="ttdeci">void solve(Vdoub &amp;b, Vdoub &amp;x)</div><div class="ttdoc">Solving A* x = b using back substitution. </div><div class="ttdef"><b>Definition:</b> pgpr_chol.h:52</div></div>
<div class="ttc" id="classpgpr__chol_html"><div class="ttname"><a href="classpgpr__chol.html">pgpr_chol</a></div><div class="ttdoc">This class provides Cholesky factorization and some related useful functions such as inverse...</div><div class="ttdef"><b>Definition:</b> pgpr_chol.h:14</div></div>
<div class="ttc" id="classpgpr__timer_html_ae30d8bfbf046764791f934d198f122b3"><div class="ttname"><a href="classpgpr__timer.html#ae30d8bfbf046764791f934d198f122b3">pgpr_timer::start</a></div><div class="ttdeci">void start()</div><div class="ttdoc">Start a timer. </div><div class="ttdef"><b>Definition:</b> pgpr_util.h:715</div></div>
<div class="ttc" id="classpgpr__cov_html_a57b97be1a56d01ba78bb58200cc66244"><div class="ttname"><a href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">pgpr_cov::sig</a></div><div class="ttdeci">Doub sig</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:17</div></div>
<div class="ttc" id="classpgpr__cov_html_ab24ca5303c1a5e6865109a8e1ba32f0f"><div class="ttname"><a href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">pgpr_cov::dim</a></div><div class="ttdeci">Int dim</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:19</div></div>
<div class="ttc" id="classpgpr__vector_html"><div class="ttname"><a href="classpgpr__vector.html">pgpr_vector</a></div><div class="ttdoc">Vector class. </div><div class="ttdef"><b>Definition:</b> pgpr_type.h:40</div></div>
<div class="ttc" id="pgpr__util_8h_html"><div class="ttname"><a href="pgpr__util_8h.html">pgpr_util.h</a></div><div class="ttdoc">This file contains a collection of useful functions such as macro-like inline functions, debug functions, exception handling, file I/O, and a real-time timer class. </div></div>
<div class="ttc" id="classpgpr__cov_html_ad57517c36c587894616f19bd02025747"><div class="ttname"><a href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">pgpr_cov::mu</a></div><div class="ttdeci">Doub mu</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:18</div></div>
<div class="ttc" id="pgpr__cov_8h_html"><div class="ttname"><a href="pgpr__cov_8h.html">pgpr_cov.h</a></div><div class="ttdoc">This file provides the covariance class: pgpr_cov, which compute the covariance matrix. </div></div>
<div class="ttc" id="structt__local__summary_html"><div class="ttname"><a href="structt__local__summary.html">t_local_summary</a></div><div class="ttdoc">This structure is used for local_summary. </div><div class="ttdef"><b>Definition:</b> pgpr_ppic.h:15</div></div>
<div class="ttc" id="classpgpr__matrix_html"><div class="ttname"><a href="classpgpr__matrix.html">pgpr_matrix</a></div><div class="ttdoc">Matrix class. </div><div class="ttdef"><b>Definition:</b> pgpr_type.h:165</div></div>
<div class="ttc" id="classpgpr__cluster_html"><div class="ttname"><a href="classpgpr__cluster.html">pgpr_cluster</a></div><div class="ttdoc">Provides some basic clustering algorithms used in the approximated GP algorithms. ...</div><div class="ttdef"><b>Definition:</b> pgpr_cluster.h:18</div></div>
<div class="ttc" id="classpgpr__timer_html"><div class="ttname"><a href="classpgpr__timer.html">pgpr_timer</a></div><div class="ttdoc">This timer class can provide real-time measure (in seconds) incurred by a block of running program...</div><div class="ttdef"><b>Definition:</b> pgpr_util.h:702</div></div>
<div class="ttc" id="structt__global__summary_html"><div class="ttname"><a href="structt__global__summary.html">t_global_summary</a></div><div class="ttdoc">This structure is used for global_summary. </div><div class="ttdef"><b>Definition:</b> pgpr_ppic.h:23</div></div>
<div class="ttc" id="pgpr__cluster_8h_html"><div class="ttname"><a href="pgpr__cluster_8h.html">pgpr_cluster.h</a></div><div class="ttdoc">This file provides some basic clustering methods for the GP model. </div></div>
<div class="ttc" id="classpgpr__chol_html_a365839254c16b047b2e36a7937b8593f"><div class="ttname"><a href="classpgpr__chol.html#a365839254c16b047b2e36a7937b8593f">pgpr_chol::elsolve</a></div><div class="ttdeci">void elsolve(Vdoub &amp;b, Vdoub &amp;y)</div><div class="ttdoc">solving el * y = b using back substitution. </div><div class="ttdef"><b>Definition:</b> pgpr_chol.h:78</div></div>
<div class="ttc" id="classpgpr__cov_html_aca7d95563680510edbd84957b34da53c"><div class="ttname"><a href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">pgpr_cov::nos</a></div><div class="ttdeci">Doub nos</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:15</div></div>
<div class="ttc" id="classpgpr__cov_html"><div class="ttname"><a href="classpgpr__cov.html">pgpr_cov</a></div><div class="ttdoc">The pgpr_cov class provides the informaiton of covariance. </div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:12</div></div>
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